An R2criterion based on optimal predictors

DOI10.1080/07474939708800375zbMATH Open0892.62036OpenAlexW1981942802MaRDI QIDQ4355148FDOQ4355148

Authors: Larry W. Taylor 

Publication date: 16 August 1998

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939708800375

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zbMATH Keywords

instrumental variablesmultivariatenonlineargoodness-of-fitdurationoptimal predictormean-squared prediction error

Mathematics Subject Classification ID

General nonlinear regression (62J02) Inference from stochastic processes and prediction (62M20)

Cites Work

• Title not available (Why is that?)
• Relative Entropy Measures of Multivariate Dependence
• A compendium to information theory in economics and econometrics
• Coefficients of correlation for simultaneous equation systems
• A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models
• A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method
• Stochastic complexity and the mdl principle

Cited In (3)

• Optimality criteria for regression models based on predicted variance
• Title not available (Why is that?)
• A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method

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